A characterization and moving average representation for stable harmonizable processes

DOI10.1155/S1048953396000251MaRDI QIDQ1815750zbMATH OpenFDO

Authors Mehdi Nikfar, A. R. Soltani

Publication date 24 February 1997

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/47599

zbMATH Keywords

stable processesmoving average representationharmonizable processesspectral representationsGrothendieck measure

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Random measures (60G57) Vector-valued set functions, measures and integrals (28B05) Generalized stochastic processes (60G20) Stochastic integrals (60H05)

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Cited in

(10)

• Some remarks on spectral representation for symmetric stable processes
• scientific article; zbMATH DE number 4122969 (Why is no real title available?)
• Mixed-norm spaces and prediction of \(\mathrm{S}\alpha\mathrm{S}\) moving averages
• Strongly harmonizable ARMA SS models
• Germ fields for harmonizable symmetric stable processes with rational spectral densities
• scientific article; zbMATH DE number 474428 (Why is no real title available?)
• On spectral representation of multivariate stable processes
• Harmonizable stable processes on groups: spectral, ergodic and interpolation properties
• The spectral representation of stable processes: Harmonizability and regularity
• A characterization theorem for stable random measures

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